TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 91.95 | -33.50 | - | 47 | -16 | 130 | |||
| 19 Dec | 3469.15 | 125.45 | 52.30 | 18.50 | 377 | -30 | 147 | |||
| 18 Dec | 3381.90 | 73.15 | -1.85 | 26.40 | 597 | 24 | 178 | |||
| 17 Dec | 3376.70 | 75 | 15.50 | 23.95 | 455 | -37 | 154 | |||
| 16 Dec | 3362.05 | 59.5 | 4.90 | 23.32 | 498 | 8 | 192 | |||
| 13 Dec | 3345.85 | 54.6 | 1.65 | 21.36 | 340 | 48 | 184 | |||
| 12 Dec | 3327.85 | 52.95 | -31.60 | 23.34 | 310 | 12 | 136 | |||
| 11 Dec | 3374.85 | 84.55 | 12.80 | 24.24 | 655 | -20 | 124 | |||
| 10 Dec | 3350.00 | 71.75 | -6.75 | 22.00 | 127 | 13 | 144 | |||
| 9 Dec | 3335.70 | 78.5 | 7.50 | 25.61 | 232 | 18 | 129 | |||
| 6 Dec | 3332.50 | 71 | -19.45 | 21.88 | 73 | 4 | 110 | |||
| 5 Dec | 3361.50 | 90.45 | 5.45 | 21.76 | 267 | 17 | 106 | |||
| 4 Dec | 3352.65 | 85 | -6.85 | 24.39 | 144 | 19 | 88 | |||
| 3 Dec | 3363.10 | 91.85 | 1.85 | 21.50 | 127 | 5 | 70 | |||
| 2 Dec | 3339.15 | 90 | -1.00 | 24.93 | 432 | 58 | 63 | |||
| 29 Nov | 3324.20 | 91 | -8.50 | 24.55 | 5 | 0 | 0 | |||
| 28 Nov | 3202.95 | 99.5 | 0.00 | 3.45 | 0 | 0 | 0 | |||
| 27 Nov | 3224.45 | 99.5 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 26 Nov | 3225.55 | 99.5 | 0.00 | 2.82 | 0 | 0 | 0 | |||
| 25 Nov | 3266.60 | 99.5 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 22 Nov | 3167.10 | 99.5 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 21 Nov | 3101.95 | 99.5 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 14 Nov | 3102.40 | 99.5 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 12 Nov | 3151.05 | 99.5 | 0.00 | 3.68 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 3151.65 | 99.5 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 8 Nov | 3199.85 | 99.5 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 7 Nov | 3162.95 | 99.5 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 6 Nov | 3209.90 | 99.5 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 5 Nov | 3184.15 | 99.5 | 99.50 | 2.49 | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 0 | 2.18 | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3350 expiring on 26DEC2024
Delta for 3350 CE is -
Historical price for 3350 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 91.95, which was -33.50 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 130
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 125.45, which was 52.30 higher than the previous day. The implied volatity was 18.50, the open interest changed by -30 which decreased total open position to 147
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 73.15, which was -1.85 lower than the previous day. The implied volatity was 26.40, the open interest changed by 24 which increased total open position to 178
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 75, which was 15.50 higher than the previous day. The implied volatity was 23.95, the open interest changed by -37 which decreased total open position to 154
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 59.5, which was 4.90 higher than the previous day. The implied volatity was 23.32, the open interest changed by 8 which increased total open position to 192
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 54.6, which was 1.65 higher than the previous day. The implied volatity was 21.36, the open interest changed by 48 which increased total open position to 184
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 52.95, which was -31.60 lower than the previous day. The implied volatity was 23.34, the open interest changed by 12 which increased total open position to 136
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 84.55, which was 12.80 higher than the previous day. The implied volatity was 24.24, the open interest changed by -20 which decreased total open position to 124
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 71.75, which was -6.75 lower than the previous day. The implied volatity was 22.00, the open interest changed by 13 which increased total open position to 144
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 78.5, which was 7.50 higher than the previous day. The implied volatity was 25.61, the open interest changed by 18 which increased total open position to 129
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 71, which was -19.45 lower than the previous day. The implied volatity was 21.88, the open interest changed by 4 which increased total open position to 110
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 90.45, which was 5.45 higher than the previous day. The implied volatity was 21.76, the open interest changed by 17 which increased total open position to 106
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 85, which was -6.85 lower than the previous day. The implied volatity was 24.39, the open interest changed by 19 which increased total open position to 88
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 91.85, which was 1.85 higher than the previous day. The implied volatity was 21.50, the open interest changed by 5 which increased total open position to 70
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 90, which was -1.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by 58 which increased total open position to 63
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 91, which was -8.50 lower than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TORNTPHARM was trading at 3224.45. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TORNTPHARM was trading at 3225.55. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TORNTPHARM was trading at 3266.60. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TORNTPHARM was trading at 3167.10. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 99.5, which was 99.50 higher than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26DEC2024 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 1.18
Theta: -2.28
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3437.00 | 11.35 | 2.85 | 24.99 | 871 | -43 | 260 |
| 19 Dec | 3469.15 | 8.5 | -18.90 | 24.41 | 970 | 150 | 308 |
| 18 Dec | 3381.90 | 27.4 | -11.40 | 21.93 | 469 | -5 | 158 |
| 17 Dec | 3376.70 | 38.8 | -5.20 | 27.47 | 459 | 11 | 162 |
| 16 Dec | 3362.05 | 44 | -10.50 | 23.17 | 264 | -9 | 151 |
| 13 Dec | 3345.85 | 54.5 | -14.20 | 22.04 | 220 | 68 | 160 |
| 12 Dec | 3327.85 | 68.7 | 25.70 | 23.17 | 69 | 3 | 91 |
| 11 Dec | 3374.85 | 43 | -21.95 | 21.66 | 77 | 15 | 89 |
| 10 Dec | 3350.00 | 64.95 | -13.55 | 26.38 | 13 | 4 | 73 |
| 9 Dec | 3335.70 | 78.5 | 0.25 | 28.94 | 55 | 10 | 68 |
| 6 Dec | 3332.50 | 78.25 | 10.10 | 26.03 | 31 | 1 | 57 |
| 5 Dec | 3361.50 | 68.15 | -4.25 | 26.79 | 257 | 8 | 56 |
| 4 Dec | 3352.65 | 72.4 | 0.85 | 23.74 | 160 | 25 | 48 |
| 3 Dec | 3363.10 | 71.55 | -17.00 | 26.46 | 51 | 11 | 23 |
| 2 Dec | 3339.15 | 88.55 | -121.10 | 27.40 | 20 | 12 | 12 |
| 29 Nov | 3324.20 | 209.65 | 0.00 | 0.18 | 0 | 0 | 0 |
| 28 Nov | 3202.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3224.45 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3225.55 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3266.60 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 3167.10 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3101.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3102.40 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3151.05 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3151.65 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3199.85 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3162.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3209.90 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3184.15 | 209.65 | 209.65 | - | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 0 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3350 expiring on 26DEC2024
Delta for 3350 PE is -0.19
Historical price for 3350 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 11.35, which was 2.85 higher than the previous day. The implied volatity was 24.99, the open interest changed by -43 which decreased total open position to 260
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 8.5, which was -18.90 lower than the previous day. The implied volatity was 24.41, the open interest changed by 150 which increased total open position to 308
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 27.4, which was -11.40 lower than the previous day. The implied volatity was 21.93, the open interest changed by -5 which decreased total open position to 158
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 38.8, which was -5.20 lower than the previous day. The implied volatity was 27.47, the open interest changed by 11 which increased total open position to 162
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 44, which was -10.50 lower than the previous day. The implied volatity was 23.17, the open interest changed by -9 which decreased total open position to 151
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 54.5, which was -14.20 lower than the previous day. The implied volatity was 22.04, the open interest changed by 68 which increased total open position to 160
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 68.7, which was 25.70 higher than the previous day. The implied volatity was 23.17, the open interest changed by 3 which increased total open position to 91
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 43, which was -21.95 lower than the previous day. The implied volatity was 21.66, the open interest changed by 15 which increased total open position to 89
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 64.95, which was -13.55 lower than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 73
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 78.5, which was 0.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by 10 which increased total open position to 68
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 78.25, which was 10.10 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 57
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 68.15, which was -4.25 lower than the previous day. The implied volatity was 26.79, the open interest changed by 8 which increased total open position to 56
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 72.4, which was 0.85 higher than the previous day. The implied volatity was 23.74, the open interest changed by 25 which increased total open position to 48
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 71.55, which was -17.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 11 which increased total open position to 23
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 88.55, which was -121.10 lower than the previous day. The implied volatity was 27.40, the open interest changed by 12 which increased total open position to 12
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TORNTPHARM was trading at 3224.45. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TORNTPHARM was trading at 3225.55. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TORNTPHARM was trading at 3266.60. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TORNTPHARM was trading at 3167.10. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 209.65, which was 209.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
